Selby Jennings
This range is provided by Selby Jennings. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.
Base pay range $350,000.00/yr - $650,000.00/yr
Quantitative Alpha Researcher - Credit (New York, NY) Summary:
A top tier Trading shop is further expanding in Systematic Credit out of their NY office. This role offers a flat, collaborative structure where ideas move quickly from concept to production. You'll work on complex credit problems, leverage advanced infrastructure, and see your models directly impact trading outcomes. If you're passionate about quantitative research and want to help build a major credit business from the ground up, this is your chance.
About the Role We’re seeking a Quantitative Researcher to design and implement alpha models in the credit space, focusing on single-name bonds, ETFs, and CDX indices, as well as their interactions with related instruments such as CDS and equity products.
Key Responsibilities
Alpha Development:
Build short- and medium-horizon predictive models for credit indices, ETFs, single bonds, and CDX.
Flow Analysis:
Model distinct market flows and liquidity dynamics to uncover inefficiencies that can be systematically captured.
Cross-Asset Research:
Develop signals that link credit instruments with ETFs, equities, and futures, identifying relationships across risk-transfer markets.
Framework Enhancement:
Extend and refine components of the alpha generation framework, including signal libraries, fitters, reporting pipelines, and backtesting engines.
Rigorous Testing:
Design and execute backtests to validate alpha performance across multiple horizons, incorporating transaction costs, slippage, and liquidity constraints.
Deployment & Monitoring:
Collaborate with engineers to integrate models into production systems, monitor live performance, and iterate based on market feedback.
Adaptation:
Adjust models for changing volatility regimes, liquidity conditions, and macro or credit-specific events.
Collaboration:
Work closely with researchers, developers, and trading teams to embed alpha models into broader systematic strategies.
What We're Looking For
Experience:
2-6 years in credit markets, ideally with exposure to CDX and bonds. Strong candidates from top-tier funds or quantitative teams are preferred.
Technical Skills:
Solid quantitative and programming background; comfortable working with large datasets and building robust models.
Mindset:
Curious, driven, and passionate about solving complex problems. Willing to dive deep into credit modeling challenges and iterate quickly.
Profile:
Ideal for those who want to focus on research, development, and optimization.
Additional Information
Impact:
Help build a large-scale credit business from the ground up.
Culture:
Open, collaborative environment where ideas are shared freely and innovation is encouraged.
Learning:
Exposure to credit, ETFs, and systematic trading concepts, plus interaction with advanced technology and infrastructure.
Growth:
Work alongside experienced leaders with a proven track record of scaling successful trading businesses.
Seniority level Mid-Senior level
Employment type Full-time
Job function Finance
Referrals increase your chances of interviewing at Selby Jennings by 2x
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Base pay range $350,000.00/yr - $650,000.00/yr
Quantitative Alpha Researcher - Credit (New York, NY) Summary:
A top tier Trading shop is further expanding in Systematic Credit out of their NY office. This role offers a flat, collaborative structure where ideas move quickly from concept to production. You'll work on complex credit problems, leverage advanced infrastructure, and see your models directly impact trading outcomes. If you're passionate about quantitative research and want to help build a major credit business from the ground up, this is your chance.
About the Role We’re seeking a Quantitative Researcher to design and implement alpha models in the credit space, focusing on single-name bonds, ETFs, and CDX indices, as well as their interactions with related instruments such as CDS and equity products.
Key Responsibilities
Alpha Development:
Build short- and medium-horizon predictive models for credit indices, ETFs, single bonds, and CDX.
Flow Analysis:
Model distinct market flows and liquidity dynamics to uncover inefficiencies that can be systematically captured.
Cross-Asset Research:
Develop signals that link credit instruments with ETFs, equities, and futures, identifying relationships across risk-transfer markets.
Framework Enhancement:
Extend and refine components of the alpha generation framework, including signal libraries, fitters, reporting pipelines, and backtesting engines.
Rigorous Testing:
Design and execute backtests to validate alpha performance across multiple horizons, incorporating transaction costs, slippage, and liquidity constraints.
Deployment & Monitoring:
Collaborate with engineers to integrate models into production systems, monitor live performance, and iterate based on market feedback.
Adaptation:
Adjust models for changing volatility regimes, liquidity conditions, and macro or credit-specific events.
Collaboration:
Work closely with researchers, developers, and trading teams to embed alpha models into broader systematic strategies.
What We're Looking For
Experience:
2-6 years in credit markets, ideally with exposure to CDX and bonds. Strong candidates from top-tier funds or quantitative teams are preferred.
Technical Skills:
Solid quantitative and programming background; comfortable working with large datasets and building robust models.
Mindset:
Curious, driven, and passionate about solving complex problems. Willing to dive deep into credit modeling challenges and iterate quickly.
Profile:
Ideal for those who want to focus on research, development, and optimization.
Additional Information
Impact:
Help build a large-scale credit business from the ground up.
Culture:
Open, collaborative environment where ideas are shared freely and innovation is encouraged.
Learning:
Exposure to credit, ETFs, and systematic trading concepts, plus interaction with advanced technology and infrastructure.
Growth:
Work alongside experienced leaders with a proven track record of scaling successful trading businesses.
Seniority level Mid-Senior level
Employment type Full-time
Job function Finance
Referrals increase your chances of interviewing at Selby Jennings by 2x
#J-18808-Ljbffr